+9.4%
MMM vs UL
-8.6%
+18.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | -2.6% | -3.2% | +0.6% | -1.6% |
| 30D | -9.3% | -0.6% | -8.7% | -9.2% |
| 3M | +5.6% | +9.4% | -3.9% | +2.0% |
| 6M | +9.5% | -4.1% | +13.6% | +10.6% |
| YTD | +4.1% | -2.0% | +6.1% | +5.7% |
| 1Y | +9.4% | -9.0% | +18.3% | +19.5% |
| All | +9.4% | -8.6% | +18.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling